www.gog.comwww.origin.comwww.uplay.comwww.desura.comGranted, Origin and uPlay aren't the best examples, but some people like them.
Not to mention the hundreds of devs that sell their games on their own sites. Yeah they eventually get to Steam, but that's because it's a popular platform. Doesn't make them "Steam Games." Also, believe it or not, some people still sell physical copies for their PC games, and many people prefer quickly installing their games rather than downloading them.
Most games are also on Steam. Ubi's and EA's.
But yeah GoG.
Still, Steam is a selling software. Steam is to games what iTunes is to music, Netflix to movies and Amazon to books.
There remains the fact that the console in itself is a PC. Without a computer, we can assume that Steam would not go far.
Well, it's its own system now. The Steam OS is available to download even though in beta and Steam machines are on their way.